Are there real ex-military armed robbery gangs?
You would almost think such a thing should exist -- lots of people on the streets with extensive military training and actual combat experience. And with the military's emphasis on special-forces type small-units, urban warfare, raids and combat against irregulars, it almost seems like the ideal skill set for armed robbery.
I don't know how good the cops are in absolute terms, but I don't think they generally have the skill or experience of more elite, combat-experienced military veterans. Vets, SWAT, sure, but the overall police force isn't focused on warfare combat.
I suppose the challenge is, as always, getting away. Your elite squad turned bank robbers may have a force advantage of 5-1 or something, but the cops have outright total numerical superiority and you can't hold them all off. Once you get into a firefight with the cops, you are a marked man.